-5.3%
SYK vs TXG
+406.9%
-412.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +9.3% |
| 7D | +11.7% | -19.3% | +31.0% | +12.4% |
| 30D | +19.1% | -30.9% | +50.0% | +20.5% |
| 3M | +1.4% | +41.1% | -39.7% | +0.5% |
| 6M | +17.4% | +211.9% | -194.4% | +11.5% |
| YTD | -2.5% | +314.0% | -316.5% | -8.3% |
| 1Y | -5.3% | +405.4% | -410.7% | -11.7% |
| All | -5.3% | +406.9% | -412.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling